Anic Equity¶

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Total return since start: 0.688 %¶

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Equity now: -----------------------------> 51557.66 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48358.6 Kr¶

PnL: ---------------------------------------> -728.97 Kr¶

DD now: ---------------------------------> -0.744 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 14:15:06.971611'

Anic Portfolio¶

Today¶

Return: -0.657 %¶

This Week¶

Return: 8.48 %¶

Total¶

Return: 68.787 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.160000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 -1.790000 768.000000 95.000000 14.120000 673.000000
Nordea Bank Abp 29 -0.260000 3525.820000 71.820000 2.080000 3453.999992
HEBA B 70 -0.770000 2702.000000 66.000000 2.500000 2636.000010
SAAB B 8 -0.070000 3424.800000 47.800000 1.420000 3377.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Swedbank A 3 1.880000 602.100000 38.100000 6.760000 564.000000
AcadeMedia 12 0.080000 594.960000 37.960000 6.820000 557.000004
Resurs Holding 22 0.470000 611.820000 37.820000 6.590000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.080000 382.800000 27.800000 7.830000 355.000000
Norva24 Group 16 1.040000 560.960000 17.960000 3.310000 543.000000
Fasadgruppen Group 38 1.110000 4157.200000 16.200000 0.390000 4140.999992
Intrum 4 0.560000 542.400000 15.400000 2.920000 527.000000
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Karnov Group 9 0.330000 545.400000 9.400000 1.750000 536.000004
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Securitas B 6 -1.470000 570.600000 0.600000 0.110000 570.000000
Samhällsbyggnadsbo. i Norden D 12 -0.190000 246.240000 0.240000 0.100000 246.000000
Corem Property Group B 59 -0.760000 577.020000 0.020000 0.000000 576.999999
Handelsbanken A 5 0.370000 545.250000 -0.750000 -0.140000 546.000000
Coor Service Management Hold. 8 -0.230000 530.000000 -2.000000 -0.380000 532.000000
Fastighetsbolag. Emilshus Pref 21 -3.280000 557.550000 -4.450000 -0.790000 562.000005
Midsona B 63 -3.390000 575.190000 -7.810000 -1.340000 582.999984
Sampo Oyj SDB 7 -0.090000 3829.000000 -21.000000 -0.550000 3850.000000
Essity B 2 -1.020000 544.400000 -29.600000 -5.160000 574.000000
Boozt 12 -1.390000 1622.400000 -31.600000 -1.910000 1653.999996
CTEK 13 -2.000000 496.340000 -37.660000 -7.050000 533.999999
International Petroleum Corp. 5 -2.980000 553.500000 -41.070000 -6.910000 594.565215
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -2.600000 552.950000 -60.050000 -9.800000 612.999432
Beijer Electronics Group 27 -1.950000 2980.800000 -103.200000 -3.350000 3083.999994
OX2 22 -0.860000 1766.600000 -222.400000 -11.180000 1989.000002
Axfood 15 0.040000 4047.000000 -253.000000 -5.880000 4300.000005
Ovzon 64 -2.220000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48358.600000 -728.970000 -0.74449% 49087.564636

Updated:¶

'2023-01-31 14:15:20.171033'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶